Fast and Accurate Bounds on Linear Programs

  • Authors:
  • Ernst Althaus;Daniel Dumitriu

  • Affiliations:
  • Institut für Informatik, Johannes Gutenberg University, Mainz, Germany 55099;Institut für Informatik, Johannes Gutenberg University, Mainz, Germany 55099

  • Venue:
  • SEA '09 Proceedings of the 8th International Symposium on Experimental Algorithms
  • Year:
  • 2009

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Abstract

We present an algorithm that certifies the feasibility of a linear program while using rational arithmetic as little as possible. Our approach relies on computing a feasible solution of the linear program that is as far as possible from satisfying an inequality at equality. To realize such an approach, we have to detect the set of inequalities that can only be satisfied at equality. Compared to previous approaches for this problem our algorithm has a much higher rate of success.